cash flow

Asset Allocation

Position	Category/Sector	Target Weight
BNDX Vanguard Total International Bond ETF	Global Bonds	7.50%
DVY iShares Select Dividend ETF	Large Cap Value Equities, Dividend	7.50%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	7.50%
IGIB iShares Intermediate-Term Corporate Bond ETF	Corporate Bonds	7.50%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	7.50%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	7.50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	7.50%
SHV iShares Short Treasury Bond ETF	Government Bonds	7.50%
VIG Vanguard Dividend Appreciation ETF	Dividend	7.50%
VNQ Vanguard Real Estate ETF	REIT	8.75%
VNQI Vanguard Global ex-U.S. Real Estate ETF	REIT	8.75%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	7.50%
VYM Vanguard High Dividend Yield ETF	Dividend	7.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in cash flow, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 2, 2026, the cash flow returned 2.59% Year-To-Date and 6.39% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio cash flow	0.26%	-2.12%	2.59%	3.77%	11.34%	9.32%	5.08%	6.39%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
VYM Vanguard High Dividend Yield ETF	0.11%	-2.81%	3.80%	6.43%	17.34%	14.92%	11.04%	11.27%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.23%	0.26%	1.11%	1.40%	4.15%	4.67%	3.51%	3.08%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	0.42%	-1.17%	0.15%	-0.08%	4.82%	4.23%	0.20%	2.67%
IGIB iShares Intermediate-Term Corporate Bond ETF	0.28%	-1.22%	-0.09%	0.64%	6.22%	5.69%	1.64%	3.12%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%
VNQ Vanguard Real Estate ETF	1.36%	-4.43%	3.06%	1.04%	2.95%	7.33%	3.14%	4.85%
VNQI Vanguard Global ex-U.S. Real Estate ETF	-0.29%	-7.28%	-2.23%	-1.45%	15.05%	7.76%	-0.35%	2.56%
IDV iShares International Select Dividend ETF	0.30%	0.77%	8.93%	19.54%	44.88%	22.73%	12.82%	10.28%
SHV iShares Short Treasury Bond ETF	0.04%	0.30%	0.86%	1.84%	4.01%	4.70%	3.20%	2.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2013, cash flow's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +7.7%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, cash flow closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.9%, while the worst single day was Mar 16, 2020 at -7.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.01%	3.05%	-3.76%	0.42%									2.59%
2025	1.70%	1.75%	-0.79%	-0.56%	1.64%	2.28%	0.35%	2.69%	0.89%	-0.34%	1.65%	0.00%	11.78%
2024	-0.73%	0.54%	2.70%	-3.00%	2.72%	-0.24%	3.92%	2.53%	2.10%	-1.99%	2.49%	-3.70%	7.20%
2023	4.64%	-3.17%	-0.06%	1.01%	-3.36%	2.83%	2.29%	-1.87%	-2.99%	-2.27%	6.43%	4.93%	8.04%
2022	-2.20%	-1.55%	0.97%	-4.14%	1.13%	-5.61%	4.12%	-3.46%	-7.09%	3.57%	6.25%	-2.13%	-10.51%
2021	-0.81%	2.00%	3.44%	2.35%	1.60%	-0.01%	1.09%	0.93%	-2.63%	2.59%	-1.60%	3.89%	13.39%

Benchmark Metrics

cash flow has an annualized alpha of 0.56%, beta of 0.48, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

This portfolio participated in 59.62% of S&P 500 Index downside but only 50.14% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.48 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.56%

Beta: 0.48

R²: 0.78

Upside Capture: 50.14%

Downside Capture: 59.62%

Expense Ratio

cash flow has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

IDV

iShares International Select Dividend ETF

PFF

iShares Preferred and Income Securities ETF

DVY

iShares Select Dividend ETF

LQD

iShares iBoxx $ Investment Grade Corporate Bond ETF

SHV

iShares Short Treasury Bond ETF

VNQ

Vanguard Real Estate ETF

VNQI

Vanguard Global ex-U.S. Real Estate ETF

BNDX

Vanguard Total International Bond ETF

SCHD

Schwab U.S. Dividend Equity ETF

IGIB

iShares Intermediate-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

cash flow ranks 52 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.88	+0.45
Sortino ratio Return per unit of downside risk	1.89	1.37	+0.52
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.69	1.39	+0.30
Martin ratio Return relative to average drawdown	7.56	6.43	+1.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
VYM Vanguard High Dividend Yield ETF	60	1.15	1.65	1.25	1.59	6.96
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	93	2.18	3.31	1.47	4.13	13.26
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	37	0.73	1.03	1.14	1.50	4.10
IGIB iShares Intermediate-Term Corporate Bond ETF	66	1.29	1.80	1.24	2.10	7.41
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55
VNQ Vanguard Real Estate ETF	16	0.18	0.36	1.05	0.29	1.11
VNQI Vanguard Global ex-U.S. Real Estate ETF	46	1.05	1.50	1.21	1.05	4.47
IDV iShares International Select Dividend ETF	96	2.89	3.59	1.59	4.17	18.36
SHV iShares Short Treasury Bond ETF	100	19.57	153.80	55.27	443.15	2,490.75

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

cash flow Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.33
5-Year: 0.58
10-Year: 0.65
All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of cash flow compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

cash flow provided a 3.95% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.95%	4.06%	4.19%	4.07%	3.48%	3.32%	2.70%	3.65%	3.71%	3.00%	3.15%	2.88%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VYM Vanguard High Dividend Yield ETF	2.37%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.62%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	4.54%	4.48%	4.45%	3.99%	3.30%	2.30%	2.66%	3.29%	3.67%	3.10%	3.34%	3.47%
IGIB iShares Intermediate-Term Corporate Bond ETF	4.74%	4.59%	4.41%	3.78%	3.04%	2.52%	2.74%	3.44%	3.41%	2.51%	2.45%	2.51%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VNQI Vanguard Global ex-U.S. Real Estate ETF	4.81%	4.70%	5.16%	3.74%	0.57%	6.48%	0.93%	7.58%	4.62%	3.86%	5.18%	2.86%
IDV iShares International Select Dividend ETF	4.59%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
SHV iShares Short Treasury Bond ETF	3.93%	4.09%	5.02%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the cash flow. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the cash flow was 25.31%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current cash flow drawdown is 3.60%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.31%	Feb 18, 2020	25	Mar 23, 2020	166	Nov 16, 2020	191
-17.82%	Jan 5, 2022	194	Oct 12, 2022	437	Jul 11, 2024	631
-8.43%	Jan 29, 2018	229	Dec 24, 2018	36	Feb 15, 2019	265
-8.11%	Apr 29, 2015	83	Aug 25, 2015	142	Mar 18, 2016	225
-7.62%	Dec 2, 2024	87	Apr 8, 2025	28	May 19, 2025	115

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 12.96, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	SHV	BNDX	VTIP	IGIB	LQD	PFF	IDV	VNQI	VNQ	DVY	SCHD	VIG	VYM	Portfolio
Benchmark	1.00	-0.03	0.01	0.07	0.12	0.15	0.55	0.69	0.65	0.58	0.74	0.81	0.92	0.86	0.83
SHV	-0.03	1.00	0.14	0.17	0.19	0.16	0.04	0.01	0.02	0.03	-0.02	-0.02	-0.01	-0.03	0.03
BNDX	0.01	0.14	1.00	0.39	0.67	0.67	0.25	0.00	0.11	0.19	-0.00	-0.02	0.03	-0.02	0.18
VTIP	0.07	0.17	0.39	1.00	0.57	0.50	0.24	0.16	0.17	0.20	0.10	0.08	0.07	0.07	0.23
IGIB	0.12	0.19	0.67	0.57	1.00	0.91	0.39	0.15	0.23	0.31	0.12	0.10	0.15	0.09	0.33
LQD	0.15	0.16	0.67	0.50	0.91	1.00	0.42	0.16	0.24	0.32	0.14	0.12	0.17	0.12	0.36
PFF	0.55	0.04	0.25	0.24	0.39	0.42	1.00	0.49	0.51	0.51	0.51	0.49	0.54	0.52	0.66
IDV	0.69	0.01	0.00	0.16	0.15	0.16	0.49	1.00	0.77	0.50	0.69	0.70	0.68	0.73	0.81
VNQI	0.65	0.02	0.11	0.17	0.23	0.24	0.51	0.77	1.00	0.58	0.60	0.62	0.64	0.64	0.80
VNQ	0.58	0.03	0.19	0.20	0.31	0.32	0.51	0.50	0.58	1.00	0.67	0.62	0.64	0.62	0.79
DVY	0.74	-0.02	-0.00	0.10	0.12	0.14	0.51	0.69	0.60	0.67	1.00	0.90	0.81	0.92	0.88
SCHD	0.81	-0.02	-0.02	0.08	0.10	0.12	0.49	0.70	0.62	0.62	0.90	1.00	0.89	0.95	0.88
VIG	0.92	-0.01	0.03	0.07	0.15	0.17	0.54	0.68	0.64	0.64	0.81	0.89	1.00	0.92	0.88
VYM	0.86	-0.03	-0.02	0.07	0.09	0.12	0.52	0.73	0.64	0.62	0.92	0.95	0.92	1.00	0.90
Portfolio	0.83	0.03	0.18	0.23	0.33	0.36	0.66	0.81	0.80	0.79	0.88	0.88	0.88	0.90	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2013

cash flow

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table